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Related papers: Nonlinear Time Series Analysis of Sunspot Data

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The prediction of the strength of future solar cycles is of interest because of its practical significance for space weather and as a test of our theoretical understanding of the solar cycle. The Babcock-Leighton mechanism allows…

Solar and Stellar Astrophysics · Physics 2018-08-29 Jie Jiang , Jing-Xiu Wang , Qi-Rong Jiao , Jin-Bin Cao

The activity-related variations in the solar acoustic frequencies have been known for 30 years. However, the importance of the different contributions is still not well established. With this in mind, we developed an empirical model to…

Solar and Stellar Astrophysics · Physics 2017-11-08 A. R. G. Santos , M. S. Cunha , P. P. Avelino , W. J. Chaplin , T. L. Campante

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the…

Statistical Finance · Quantitative Finance 2014-12-11 Ladislav Kristoufek

The Sun exhibits episodic surges of magnetic activity across a range of temporal and spatial scales, the most prominent of which is the 11-ish year modulation of sunspot production. Beside the ~170 (min to max) decadal variation in sunspot…

Solar and Stellar Astrophysics · Physics 2024-08-21 Scott W. McIntosh , Robert J. Leamon

In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market. This…

Statistical Finance · Quantitative Finance 2017-08-16 Aurelio F. Bariviera , María José Basgall , Waldo Hasperué , Marcelo Naiouf

The so-called solar cycle is generally characterized by the quasi-periodic oscillatory evolution of the photospheric spots number. This quasi-periodic pattern has always been an intriguing question. Several physical models were proposed to…

Solar and Stellar Astrophysics · Physics 2015-05-14 Alexis Klutsch , Rubens Freire Ferrero

A nine-millennia reconstruction of decadal sunspot numbers derived from 10Be and 14C terrestrial archives for 6755 BC to 1885 AD has been extended to the present using several other messengers (Observed Sunspot Number, Group Number, range…

Solar and Stellar Astrophysics · Physics 2018-10-30 Leif Svalgaard

Forecasting the solar cycle amplitude is important for a better understanding of the solar dynamo as well as for many space weather applications. We demonstrated a steady relationship between the maximal growth rate of sunspot activity in…

Solar and Stellar Astrophysics · Physics 2023-01-06 Tatiana Podladchikova , Shantanu Jain , Astrid M. Veronig , Olga Sutyrina , Mateja Dumbovic , Frederic Clette , Werner Poetzi

Recent research has demonstrated that the number of sunspots per group ('active region') has been decreasing over the last two or three solar cycles and that the classical Relative Sunspot Number (SSN) no longer is a good representation of…

Solar and Stellar Astrophysics · Physics 2015-06-19 Leif Svalgaard

We study the distribution $P(x;\alpha,L)$ of the relative trend $x$ in long-term correlated records of length $L$ that are characterized by a Hurst-exponent $\alpha$ between 0.5 and 1.5 obtained by DFA2. The relative trend $x$ is the ratio…

Data Analysis, Statistics and Probability · Physics 2015-06-23 Araik Tamazian , Josef Ludescher , Armin Bunde

We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is analyzed. The optimal length of the time-window over which…

Disordered Systems and Neural Networks · Physics 2009-11-10 D. Grech , Z. Mazur

The analogy between self-similar time series with given Hurst exponent H and Markovian, Gaussian stochastic processes with multiplicative noise and entropic index q (Borland, PRE 57, 6, 6634-6642, 1998) allows us to explain the empirical…

Classical Physics · Physics 2021-04-08 Andrea Di Vita

It is very important to forecast the future solar activity due to its effect on our planet and near space. Here, we employ the new version of the sunspot number index (version 2) to analyse the relationship between the solar maximum…

Solar and Stellar Astrophysics · Physics 2016-09-08 V. M. S. Carrasco , J. M. Vaquero , M. C. Gallego

The paper presents the comparative study of the nature of stock markets in short-term and long-term time scales with and without structural break in the stock data. Structural break point has been identified by applying Zivot and Andrews…

Statistical Finance · Quantitative Finance 2021-03-10 Ajit Mahata , Debi Prasad Bal , Md Nurujjaman

Reliable historical records of total solar irradiance (TSI) are needed for climate change attribution and research to assess the extent to which long-term variations in the Sun's radiant energy incident on the Earth may exacerbate (or…

Solar and Stellar Astrophysics · Physics 2016-04-13 G. Kopp , N. Krivova , J. Lean , C. J. Wu

With the advent of space-based precision photometry missions the quantity and quality of starspot light curves has greatly increased. This paper presents a large number of starspot models and their resulting light curves to: 1) better…

Solar and Stellar Astrophysics · Physics 2020-08-13 Gibor Basri , Riya Shah

Various methods of helioseismology are used to study the subsurface properties of the sunspot in NOAA Active Region 9787. This sunspot was chosen because it is axisymmetric, shows little evolution during 20-28 January 2002, and was observed…

The increased amount of information provided by ongoing missions such as the Solar Dynamics Observatory (SDO) represents a great challenge for the understanding of basic questions such as the internal structure of sunspots and how they…

Solar and Stellar Astrophysics · Physics 2013-10-29 R. Gafeira , C. C. Fonte , M. A. Pais , J. Fernandes

The present study is an attempt to investigate the long term variations in coronal rotation by analyzing the time series of the solar radio emission data at 2.8 GHz frequency for the period 1947 - 2009. Here, daily adjusted radio flux…

Solar and Stellar Astrophysics · Physics 2015-05-27 Satish Chandra , Hari Om Vats

Solar magnetic activity is expressed via variations of sunspots and active regions varying on different timescales. The most accepted is an 11-year period supposedly induced by the electromagnetic solar dynamo mechanism. There are also some…

Solar and Stellar Astrophysics · Physics 2023-01-19 Valentina V. Zharkova , Irina Vasilieva , Simon Shepherd , Elena Popova
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